WPC vs. REET
Compare and contrast key facts about W. P. Carey Inc. (WPC) and iShares Global REIT ETF (REET).
REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPC or REET.
Performance
WPC vs. REET - Performance Comparison
Returns By Period
In the year-to-date period, WPC achieves a -9.94% return, which is significantly lower than REET's 7.15% return. Over the past 10 years, WPC has outperformed REET with an annualized return of 4.49%, while REET has yielded a comparatively lower 3.85% annualized return.
WPC
-9.94%
-6.93%
-4.41%
3.92%
-2.18%
4.49%
REET
7.15%
-3.93%
9.43%
20.36%
1.37%
3.85%
Key characteristics
| WPC | REET | |
|---|---|---|
| Sharpe Ratio | 0.23 | 1.33 |
| Sortino Ratio | 0.48 | 1.91 |
| Omega Ratio | 1.06 | 1.23 |
| Calmar Ratio | 0.16 | 0.77 |
| Martin Ratio | 0.43 | 4.70 |
| Ulcer Index | 11.71% | 4.16% |
| Daily Std Dev | 21.57% | 14.72% |
| Max Drawdown | -52.45% | -44.59% |
| Current Drawdown | -26.89% | -10.32% |
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Correlation
The correlation between WPC and REET is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
WPC vs. REET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) and iShares Global REIT ETF (REET). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
WPC vs. REET - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 6.22%, more than REET's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 6.22% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% | 5.71% |
REET iShares Global REIT ETF | 2.74% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% | 0.00% |
Drawdowns
WPC vs. REET - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for WPC and REET. For additional features, visit the drawdowns tool.
Volatility
WPC vs. REET - Volatility Comparison
W. P. Carey Inc. (WPC) has a higher volatility of 5.24% compared to iShares Global REIT ETF (REET) at 4.44%. This indicates that WPC's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.